+205.1%
ROL vs SRE
+124.1%
+81.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.4% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -6.6% | -1.7% | -4.9% | -6.3% |
| 3M | -27.3% | -7.1% | -20.2% | -25.9% |
| 6M | -38.1% | -8.4% | -29.7% | -36.7% |
| YTD | -41.8% | -3.5% | -38.3% | -41.5% |
| 1Y | -37.8% | +5.4% | -43.2% | -39.2% |
| 3Y | -0.3% | +29.5% | -29.9% | -10.4% |
| 5Y | -5.1% | +48.3% | -53.4% | -18.1% |
| All | +205.1% | +124.1% | +81.0% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling